Dr Brian Shea

How I’ll teach you

Statistical methods

Time Series Analysis

Multivariate Analysis

Statistical packages (Minitab, SPSS and SAS)

Academic and professional qualifications

BSc Statistics (University of Wales)

PhD Statistics (University of Wales)

Previous employment

1983-85           Post-doctoral Research Assistant, LondonSchool of Economics

1985-86           Computational Statistician, Numerical Algorithms Group Ltd (Oxford)

Other academic service (administration and management)

MSc Mathematical Modelling assistant course leader.

Combined Honours Business Maths year two tutor.

Combined Honours Business Maths year three tutor.

Combined Honours Applicable Maths year three tutor.

Combined Honours Maths subject leader.

IT subject leader for the Foundation Stage.

IT subject leader for year one of the Combined Honours scheme.

Joint unit co-ordinator for the Learning and Employability unit on stage one of the Combined Honours scheme.

BSc Maths year three tutor.

BSc Maths level 4 tutor.

Why study Statistics?

Undergraduate courses

BSc Mathematics

BSc Financial Mathematics

Postgraduate teaching

MSc Data Analytics

Postgraduate supervision (completed/in progress)

PhD supervisions:

As the Director of Studies:

Penzer, J. R. (1996) Estimation of time series models with incomplete data.

As a second supervisor:

1997- Carder, Melanie. The health impacts of air pollutants in an urban area. (Director of Studies:
Dr David Raper, ARIC).

Research expertise

Publications:

Refereed Journals:

Shea, B. L. (1987). Estimation of multivariate time series. Journal of Time Series Analysis, Vol 8, pp.95-109.

Shea, B. L. and Scallan, A. J. (1988). A Remark on Algorithm AS128: Approximating the covariance matrix of normal order statistics. Journal of the Royal Statistical Society, Series C, (Applied Statistics) Vol 37, pp.151-155.

Shea, B. L. (1988). Chi-squared and incomplete gamma integral. Journal of the Royal Statistical Society,
Series C, (Applied Statistics), Vol 37, pp.466-473.

Shea, B. L. (1988). A note on the generation of independent realizations of a vector autoregressive moving average process. Journal of Time Series Analysis, Vol 9, pp.403-410.

Shea, B. L. (1989). The exact likelihood of a vector autoregressive moving average model. Journal of the Royal Statistical Society, Series C, (Applied Statistics) Vol 38, pp.161-184.

Shea, B. L. (1989). A Remark on Algorithm AS152: Cumulative hypergeometric probabilities. Journal of the Royal Statistical Society, Series C (Applied Statistics) Vol 38, pp.199-204.

Shea, B. L. (1991). A Remark on Algorithm AS91: The percentage points of the ch-square distribution. Journal of the Royal Statistical Society, Series C (Applied Statistics) Vol 40, pp.233-235.

Penzer, J. and Shea, B. (1997). The exact likelihood of an autoregressive-moving average model with
incomplete data. Biometrika Vol 84, pp.919-928.

Penzer, J. and Shea, B. (1999). Finite sample prediction and interpolation for ARIMA models with missing
data. Journal of Forecasting Vol 18, pp.411-419.

Refereed Conference Proceedings:

Shea, B. L. (1984). Maximum likelihood estimation of multivariate ARMA processes via the Kalman filter. In Time Series Analysis: Theory and Practice 5 (Proceedings of the International Conference held in Nottingham, England, April 1983). Ed: O.D. Anderson, North-Holland, Amsterdam & New York, pp.91-101.

Non-refereed Conference Proceedings:

Shea, B. L. (1986). On the fitting and forecasting of vector time series models. In Computer Science and
Statistics: Proceedings of the 18th Symposium on the Interface. Washington  D.C.: American Statistical
Association, pp.402-404.

Editorial board membership

1985-86 Advisory Editor of the journal Computational Statistics and Data Analysis.

1987-93 Associate Editor of the journal Computational Statistics and Data Analysis.

Membership of professional associations

Fellow of the Royal Statisical Society